Stochastic Linear Optimization under Bandit Feedback.
Varsha DaniThomas P. HayesSham M. KakadePublished in: COLT (2008)
Keyphrases
- stochastic optimization
- optimization model
- regret bounds
- stochastic programming
- data sets
- optimization algorithm
- optimization method
- global optimization
- optimization process
- information retrieval
- simple linear
- constrained optimization
- upper bound
- active learning
- optimization approaches
- feedback mechanisms
- monte carlo sampling
- stochastic search
- discrete optimization
- semidefinite
- quadratic programming
- closed form solutions
- combinatorial optimization
- probability distribution